Let’s say we want to approximate a function f. In an
area around a the value f(a) is probably a decent approximation
for f(x).
Using the Fundamental Theorem of Calculus we can
calculate the error
f(x)−f(a)=∫axf′(y)dy
If f′ is bounded by ∥f′∥∞ then our error is smaller than ∥f′∥∞(x−a).
We can now improve this bound by approximating f′ itself in the same way:
f(x)−f(a)=∫ax(f′(a)+∫ayf′′(s)ds)dy=f′(a)(x−a)+∫ax∫ayf′′(s)dsdy Which results in a more precise approximation of f:
f(x)≈f(a)+f′(a)(x−a)
If f′′ is bounded then our error is now only ∥f′′∥∞(x−a)2
a significant improvement over the previous error close to a.
Iterating on this idea yields the taylor approximation. If all the
derivatives are bounded by the same constant, the error converges
towards zero, the function is a taylor series
f(x)=f(a)+f′(a)(x−a)+f′′(a)2(x−a)2+…=k=0∑∞f(k)(a)k!(x−a)k Application: Exponential Function
If the change of something is equal to the current size (e.g. number of bacteria
as it increases via cell division) then that implies
f=f′.
If we also assume f(0)=1 for normalization
then we immediately obtain the series representation of the unique function
with this property: the exponential function
exp(x)=k=0∑∞exp(0)k!(x−0)k=k=0∑∞k!xk Taylor Approximation in Multiple Dimensions
To obtain the Taylor’s Theorem for functions f:Rd→R
from multiple dimensions one can simply reduces them to the one
dimensional version of the taylor theorem with the following trick. For
a,x∈R we can define
g:{[0,1]→Rs→f(a+s(x−a)) which means we can apply the one dimensional taylor theorem from above to g
to get
f(x)=g(1)=g(0)+g′(0)(1−0)+g′′(0)2(1−0)2+…=f(a)+∇f(a)T(x−a)+21(x−a)T∇2f(a)(x−a)+…